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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1998	3.48***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.1998	-3.49***
λ₁ tau intercept Baseline long-term coefficient	5.2153	1.04
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.7866	3.76***

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XtalPi Holdings Ltd MF2-GARCH Volatility Analysis

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